+143.6%
VLO vs NWSA
+5.5%
+138.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.2% |
| 7D | +5.2% | -1.9% | +7.1% | +5.0% |
| 30D | +22.6% | +4.6% | +18.0% | +23.2% |
| 3M | +43.8% | +13.2% | +30.5% | +45.8% |
| 6M | +65.7% | +27.0% | +38.7% | +70.1% |
| YTD | +131.1% | +16.8% | +114.3% | +135.6% |
| 1Y | +143.6% | +4.5% | +139.1% | +152.7% |
| All | +143.6% | +5.5% | +138.1% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling